Implemenation of Double/debiased machine learning for difference-in-differences models

[ShreyDixit]

Description

Added DoubleMLDiD (as discussed in Chang (2020)) to the DoubleML packages. Added two Data Backends for repeated outcome and repeated cross-section respectively Added the Data Generation process as described in Chang (2020) for Figure 1.

Paper: https://academic.oup.com/ectj/article/23/2/177/5722119?login=true

Comments

TODOS:

• Add support for repeated cross-section in DoubleMLDiD
• Add tests
• Add example Jupyter notebooks

PR Checklist

• [x] The title of the pull request summarizes the changes made.
• [x] The PR contains a detailed description of all changes and additions.
• [ ] References to related issues or PRs are added.
• [x] The code passes all (unit) tests.
• [ ] Enhancements or new feature are equipped with unit tests.
• [x] The changes adhere to the PEP8 standards.

[lgtm-com[bot]]

This pull request introduces 3 alerts when merging 3567866b0d67e9d23668ea482e2f2837b0f4aae6 into 0690cc65895feb73b9a338cabde290ee72cf0feb - view on LGTM.com

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[lgtm-com[bot]]

This pull request introduces 6 alerts when merging 231f5b73dca0598763c1522e72177fbc806ea9de into 0690cc65895feb73b9a338cabde290ee72cf0feb - view on LGTM.com

new alerts:

• 2 for Explicit export is not defined
• 2 for Variable defined multiple times
• 1 for Signature mismatch in overriding method
• 1 for Implicit string concatenation in a list

[lgtm-com[bot]]

This pull request introduces 6 alerts when merging bed98d56fcf07e222930f71a1df08a5b05482a27 into 0690cc65895feb73b9a338cabde290ee72cf0feb - view on LGTM.com

new alerts:

• 2 for Explicit export is not defined
• 2 for Variable defined multiple times
• 1 for Signature mismatch in overriding method
• 1 for Implicit string concatenation in a list

[lgtm-com[bot]]

This pull request introduces 4 alerts when merging 1387da12f1bd29563601f89568ef2c112a0183b9 into 0690cc65895feb73b9a338cabde290ee72cf0feb - view on LGTM.com

new alerts:

• 2 for Variable defined multiple times
• 1 for Signature mismatch in overriding method
• 1 for `__init__` method calls overridden method

[lgtm-com[bot]]

This pull request introduces 4 alerts when merging 4f06e88911bd910d19593bf641bfc54953df98cb into 0690cc65895feb73b9a338cabde290ee72cf0feb - view on LGTM.com

new alerts:

• 2 for Variable defined multiple times
• 1 for Signature mismatch in overriding method
• 1 for `__init__` method calls overridden method

[lgtm-com[bot]]

This pull request introduces 4 alerts when merging 6bf73ce9c135bcb8e61fa8013717b56f4be9a47e into 0690cc65895feb73b9a338cabde290ee72cf0feb - view on LGTM.com

new alerts:

• 2 for Variable defined multiple times
• 1 for Signature mismatch in overriding method
• 1 for `__init__` method calls overridden method

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This pull request introduces 4 alerts when merging d8a3b5eba128a029d9d131a2bec9907597e7b3b8 into 0690cc65895feb73b9a338cabde290ee72cf0feb - view on LGTM.com

new alerts:

• 2 for Variable defined multiple times
• 1 for Signature mismatch in overriding method
• 1 for `__init__` method calls overridden method

[lgtm-com[bot]]

This pull request introduces 4 alerts when merging 660dbaa6d2759fb9af6be33ecd206818f07eb008 into 0690cc65895feb73b9a338cabde290ee72cf0feb - view on LGTM.com

new alerts:

• 2 for Variable defined multiple times
• 1 for Signature mismatch in overriding method
• 1 for `__init__` method calls overridden method

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This pull request introduces 4 alerts when merging 596f3b7d4e8fd69fde1585668014ee8d682956d4 into 0690cc65895feb73b9a338cabde290ee72cf0feb - view on LGTM.com

new alerts:

• 2 for Variable defined multiple times
• 1 for Signature mismatch in overriding method
• 1 for `__init__` method calls overridden method

[lgtm-com[bot]]

This pull request introduces 6 alerts when merging 9429f150b8191b89d3abd25af99ebc85fca01245 into 0690cc65895feb73b9a338cabde290ee72cf0feb - view on LGTM.com

new alerts:

• 2 for Missing call to `__init__` during object initialization
• 2 for Variable defined multiple times
• 1 for Signature mismatch in overriding method
• 1 for `__init__` method calls overridden method

[SvenKlaassen]

As we have implemented DiD models with #200 I will close this.